Fast one-cycle frequency estimation of a single sinusoid in noise using downsampled linear prediction model
A new solution to the problem of frequency estimation of a single sinusoid embedded in the white Gaussian noise is presented. It exploits, approximately, only one signal cycle, and is based on the well-known 2nd order autoregressive difference equation into which a downsampling is introduced. The pr...
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| Format: | Article |
| Language: | English |
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Polish Academy of Sciences
2021-12-01
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| Series: | Metrology and Measurement Systems |
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| Online Access: | https://journals.pan.pl/Content/121799/PDF/art04_final.pdf |
| _version_ | 1818172524975882240 |
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| author | Krzysztof Duda Tomasz P. Zieliński |
| author_facet | Krzysztof Duda Tomasz P. Zieliński |
| author_sort | Krzysztof Duda |
| collection | DOAJ |
| description | A new solution to the problem of frequency estimation of a single sinusoid embedded in the white Gaussian noise is presented. It exploits, approximately, only one signal cycle, and is based on the well-known 2nd order autoregressive difference equation into which a downsampling is introduced. The proposed method is a generalization of the linear prediction based Prony method for the case of a single undamped sinusoid. It is shown that, thanks to the proposed downsampling in the linear prediction signal model, the overall variance of the least squares solution of frequency estimation is decreased, when compared to the Prony method, and locally it is even close to the Cramér–Rao Lower Bound, which is a significant improvement. The frequency estimation variance of the proposed solution is comparable with, computationally more complex, the Matrix Pencil and the Steiglitz–McBride methods. It is shown that application of the proposed downsampling to the popular smart DFT frequency estimation method also significantly reduces the method variance and makes it even better than the least squares smart DFT. The noise immunity of the proposed solution is achieved simultaneously with the reduction of computational complexity at the cost of narrowing the range of measured frequencies, i.e. a sinusoidal signal must be sufficiently oversampled to apply the proposed downsampling in the autoregressive model. The case of 64 samples per period with downsampling up to 16, i.e. 1/4th of the cycle, is presented in detail, but other sampling scenarios, from 16 to 512 samples per period, are considered as well. |
| first_indexed | 2024-12-11T19:13:59Z |
| format | Article |
| id | doaj.art-9a074f869a064847bb6b89ed5b9a821e |
| institution | Directory Open Access Journal |
| issn | 2300-1941 |
| language | English |
| last_indexed | 2024-12-11T19:13:59Z |
| publishDate | 2021-12-01 |
| publisher | Polish Academy of Sciences |
| record_format | Article |
| series | Metrology and Measurement Systems |
| spelling | doaj.art-9a074f869a064847bb6b89ed5b9a821e2022-12-22T00:53:42ZengPolish Academy of SciencesMetrology and Measurement Systems2300-19412021-12-01vol. 28No 4661672https://doi.org/10.24425/mms.2021.137701Fast one-cycle frequency estimation of a single sinusoid in noise using downsampled linear prediction modelKrzysztof Duda0Tomasz P. Zieliński1AGH University of Science and Technology, Faculty of Electrical Engineering, Automatics, Computer Science and Biomedical Engineering, Department of Measurement and Electronics, al. Mickiewicza 30, 30-059 Kraków, PolandAGH University of Science and Technology, Faculty of Computer Science, Electronics and Telecommunications, Institute of Telecommunications, al. Mickiewicza 30, 30-059 Kraków, PolandA new solution to the problem of frequency estimation of a single sinusoid embedded in the white Gaussian noise is presented. It exploits, approximately, only one signal cycle, and is based on the well-known 2nd order autoregressive difference equation into which a downsampling is introduced. The proposed method is a generalization of the linear prediction based Prony method for the case of a single undamped sinusoid. It is shown that, thanks to the proposed downsampling in the linear prediction signal model, the overall variance of the least squares solution of frequency estimation is decreased, when compared to the Prony method, and locally it is even close to the Cramér–Rao Lower Bound, which is a significant improvement. The frequency estimation variance of the proposed solution is comparable with, computationally more complex, the Matrix Pencil and the Steiglitz–McBride methods. It is shown that application of the proposed downsampling to the popular smart DFT frequency estimation method also significantly reduces the method variance and makes it even better than the least squares smart DFT. The noise immunity of the proposed solution is achieved simultaneously with the reduction of computational complexity at the cost of narrowing the range of measured frequencies, i.e. a sinusoidal signal must be sufficiently oversampled to apply the proposed downsampling in the autoregressive model. The case of 64 samples per period with downsampling up to 16, i.e. 1/4th of the cycle, is presented in detail, but other sampling scenarios, from 16 to 512 samples per period, are considered as well.https://journals.pan.pl/Content/121799/PDF/art04_final.pdffrequency estimationlinear predictionprony methodsmart dft |
| spellingShingle | Krzysztof Duda Tomasz P. Zieliński Fast one-cycle frequency estimation of a single sinusoid in noise using downsampled linear prediction model Metrology and Measurement Systems frequency estimation linear prediction prony method smart dft |
| title | Fast one-cycle frequency estimation of a single sinusoid in noise using downsampled linear prediction model |
| title_full | Fast one-cycle frequency estimation of a single sinusoid in noise using downsampled linear prediction model |
| title_fullStr | Fast one-cycle frequency estimation of a single sinusoid in noise using downsampled linear prediction model |
| title_full_unstemmed | Fast one-cycle frequency estimation of a single sinusoid in noise using downsampled linear prediction model |
| title_short | Fast one-cycle frequency estimation of a single sinusoid in noise using downsampled linear prediction model |
| title_sort | fast one cycle frequency estimation of a single sinusoid in noise using downsampled linear prediction model |
| topic | frequency estimation linear prediction prony method smart dft |
| url | https://journals.pan.pl/Content/121799/PDF/art04_final.pdf |
| work_keys_str_mv | AT krzysztofduda fastonecyclefrequencyestimationofasinglesinusoidinnoiseusingdownsampledlinearpredictionmodel AT tomaszpzielinski fastonecyclefrequencyestimationofasinglesinusoidinnoiseusingdownsampledlinearpredictionmodel |